Senior Analyst, Quantitative Risk Analytics
Tasks
- Author methodology documentation for financial risk models
- Build automated data pipelines and analytical scripts
- Conduct root cause analysis for backtesting exceptions
- Execute backtesting for risk models
- Investigate model breaches
- Maintain model inventory and issue tracking logs
- Perform model calibration and parameter reviews
- Perform user acceptance testing impact analysis and validation
- Submit quarterly backtesting reports for model risk management
- Support audit and validation evidence preparation
- Support new product model setup and testing
Perks/Benefits
Skills/Tech-stack
At risk | Backtesting | BigQuery | Bloomberg | Model Validation | Murex | Potential Future Exposure | Probability Distributions | Python | SQL | SVAR | Series analysis | Stress Testing | Time Series | Time Series Analysis | Value-at-Risk | XVA
Education
Master of Engineering | Master of Mathematics | Master of Science | Master of Science in Finance | Master of Statistics
Roles
Analyst | Quantitative Risk Analyst | Risk Analyst | Senior Analyst
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